An explicit mapping is difficult to write out. But you can see one possible way on constructing it through this argument showing that the power set of $\mathbb{Z}$ and $\mathbb{R}$ have the same cardinality. I'll start by showing $\mathbb{R}$ is uncountable and then use that idea to show that the two sets have the same cardinality.
First, we show the classic Cantor proof that $\mathbb{R}$ is uncountable. It would suffice to show that $[0,1]$ is uncountable. We assume that every real number $x\in [0,1]$ has a decimal expansion that does not end in an infinite sequence of 9's. Suppose that $\mathbb{R}$ is countable. We could then construct a bijection from $\mathbb{Z}_+$ to $[0,1]$. Writing out $x$'s decimal expansion,$$x_1 = n_{1,1}n_{1,2},\cdots,n_{1,j}$$
$$ x_2 = n_{2,1}n_{2,2},\cdots,n_{2,j}$$
and so on, where $n_{i,j}$ is some number in $\{0,1,2,3,4,5,6,7,8,9\}$. Suppose all the number appeared in the order we wrote above. Now let $y_j=1$ if $n_{j,j}=0$ and $y_j=0$ if $n_{j,j}>0$. But we now have disagreement with $y_j$ and $x_j$ at the $n$th position! So $y_{j}$ is not on our list. However, $y_j$ is a real number. Therefore, the interval $[0,1)$ is uncountable. Moreover, the reals are uncountable.
Now we define a function $f: [0,1)\rightarrow \mathbb{Z}_+$. Notice $x \in [0,1)$ has a unique binary expansion (as the previous restriction on non repeating infinite 9's is equivalent to non infinite repeating 1's). So $x=\sum_{i=1}^{\infty} \, \frac{x_i}{2^i}$, where each $x_i$ is either 0 or 1. So we have $f(x)=\{i \, \, | \, \, i \in \mathbb{Z}_+ \wedge x_i=1\}$ as an injection. Notice that we can also define an injection $g:P(\mathbb{Z}_+)\rightarrow [0,1)$ by $x_{i,n}=0$ if $i \notin n$ and $x_{i,n}=1$ if $i \in n$, where $n\in P(\mathbb{Z}_+)$. Then using the ordinary decimal expansion on $n$, we have an injection. Then by the Cantor-Schroeder-Bernstein Theorem, there is a bijective function from $P(\mathbb{Z}_+)$ and $[0,1)$. But we have injective function $h(x)=\frac{x}{2}$ from $[0,1]$ to $[0,1)$ and the injective function $i(x)=x$ from $[0,1)$ to $[0,1]$. Hence, there is a bijective function from $[0,1]$ to $[0,1)$. Therefore, there is a bijective function from $P(\mathbb{Z}_+)$ to $\mathbb{R}$. So they must have the same cardinality, but by above, $\mathbb{R}$ is uncountable. Then $P(\mathbb{Z})$ is uncountable and of the same cardinality as $\mathbb{R}$.
As for your other question, it is not known if there is a set with cardinality between that of $\mathbb{N}$ and $\mathbb{R}$. It is certainly not a trivial question and is known as the Continuum Hypothesis.